Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
TSLA Jun 28 200.00 Call [03kIMi]	50,654	2,387	285	53,327	16,542	322.37
NVDA Jun 18 17.00 Put [03mN0N]	51,773	0	0	51,773	0	n/a
SPY Jun 26 544.00 Put [03mWI2]	42,181	3,385	124	45,690	15,006	304.48
SPY Jan 17 520.00 Call [034wWy]	40,323	0	0	40,323	2	2,016,150.00
SPY Jun 26 545.00 Put [03mf4Q]	35,423	2,023	37	37,483	12,072	310.50
NVDA Jun 28 124.00 Call [03mOLq]	24,626	12,104	109	36,839	7,691	478.99
TSLA Jun 28 202.50 Call [03mSBf]	35,588	1,015	67	36,670	11,513	318.51
SPY Jun 26 545.00 Call [03mf4L]	31,812	4,272	115	36,199	20,947	172.81
SPY Jun 28 546.00 Put [03hUxn]	33,381	2,485	75	35,942	6,142	585.18
NVDA Jun 28 125.00 Call [03mOMc]	29,858	5,452	233	35,544	12,929	274.92
SPY Jun 26 544.00 Call [03mWI3]	32,876	2,324	191	35,391	13,802	256.42
SPY Jun 28 545.00 Put [03OTxM]	32,654	1,722	289	34,666	6,577	527.08
SPY Jun 28 546.00 Call [03hUxi]	31,859	1,442	82	33,383	5,034	663.15
SPY Jun 27 545.00 Put [03mf3P]	28,280	2,729	437	31,446	9,013	348.90
SPY Jul 1 545.00 Put [03mqTV]	27,588	985	229	28,803	3,758	766.44
QQQ Jun 26 479.00 Put [03me1G]	25,314	2,857	98	28,269	9,715	290.98
SPY Jun 28 545.00 Call [03OTxO]	26,447	950	122	27,518	3,700	743.73
SPY Jun 28 547.00 Put [03hUxq]	25,435	1,504	253	27,191	4,502	603.98
SPY Jul 1 544.00 Put [03mqTX]	24,827	1,188	583	26,597	4,059	655.26
SPY Jun 28 547.00 Call [03hUxg]	24,576	1,768	117	26,462	5,684	465.55
SPY Jun 27 545.00 Call [03mf4X]	25,194	714	182	26,089	6,897	378.27
SPY Jul 1 545.00 Call [03mqTW]	23,496	1,382	276	25,153	4,845	519.15
SPY Jun 27 546.00 Put [03mf4Y]	24,022	933	112	25,066	6,216	403.25
TSLA Jun 28 195.00 Call [03kINA]	23,382	1,106	256	24,745	8,477	291.91
SPY Jun 27 546.00 Call [03mf4W]	22,815	1,513	344	24,671	9,633	256.11

Data for 2024-06-26 to 2024-07-02 inclusive.

Missed Liquidity

This is a measure for the last week of the average daily volume requested at a price equal or better than the NBBO where we had no liquidity.

Exhausted Liquidity

This is a measure for the last week of the average daily volume requested at a price equal or better than the NBBO, which were partially filled.

Routed Liquidity

This number represents for the last week the average daily volume on orders which were routed and filled on another venue.

Volume Opportunity

This is a measure of the total average daily volume of the missed, exhausted and routed liquidity.

Cboe ADV

Average Daily Volume for the last week of shares matched on Cboe for the security shown.

Liquidity Opportunity

Percentage of the ADV missed, exhausted or routed. The higher the percentage the larger the market making opportunity.